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Citations for "Seasonal Adjustment of Economic Time Series and Multiple Regression"

by Michael C. Lovell

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  1. J.C.R. Rowley, 1970. "Prior Adjustment: An Extension of the Frisch-Waugh Theorem to the Method of Two-Stage Least Squares," Working Papers 17, Queen's University, Department of Economics.
  2. Can Bertay, A. & Demirgüc-Kunt, A. & Huizinga, H.P., 2011. "Is the Financial Safety Net a Barrier to Cross-Border Banking?," Discussion Paper 2011-132, Tilburg University, Center for Economic Research.
  3. Strong, S.M. & Wolanowski, A.M., 1981. "A Queueing Model For Egg Price Determination," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(02), August.
  4. Kulaksizoglu, Tamer, 2004. "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper 357, University Library of Munich, Germany.
  5. Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.).
  6. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
  7. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Papers 257, Queen's University, Department of Economics.
  8. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
  9. Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  10. Frank T. Denton, 2007. "On the Sensitivity of Aggregate Productivity Growth Rates to Noisy Measurement," Social and Economic Dimensions of an Aging Population Research Papers 192, McMaster University.
  11. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
  12. Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
  13. Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  14. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
  15. Peng, Fei & Kang, Lili & Yang, Xiaocong, 2014. "Institutional Monitoring, Coordination and Acquisition Decision in Chinese Public Listed Companies," MPRA Paper 63746, University Library of Munich, Germany.
  16. Adermon, Adrian & Liang, Che-Yuan, 2014. "Piracy and music sales: The effects of an anti-piracy law," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 90-106.
  17. Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  18. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus.
  19. Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling," PSE Working Papers hal-00492039, HAL.
  20. Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
  21. Michael C. Lovell, 2005. "A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem," Wesleyan Economics Working Papers 2005-012, Wesleyan University, Department of Economics, revised Jan 2007.
  22. repec:hal:wpaper:hal-00492039 is not listed on IDEAS
  23. C.Emre Alper & S.Boragan Aruoba, 2001. "Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 33-52.
  24. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
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